Field OrderPercentOfTotalVolume (2766) - FIX Protocol FIX.5.0SP2 EP240

Type: Percentage

For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades.

Added in protocol FIX.5.0SP2 (240)